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FIN5001
Quantitative Methods for Finance (Pre-term, 2024)
HW03 Due July 25, 5:00 pm
Part 1: Matrix Algebra
1. Let
If
solve for
.
2. Suppose
Obtain C = A + B.
3. Given
find the inner product of a and b.
4. If
and
calculate MN. Can we have NM?
5. Given
find A'
6. Calculate the following matrix product:
7. For a simple linear regression model:
Use vector or matrix notations to express the regression model. Can you use matrix operations to solve for the parameter estimation of the model?
Part 2: Mathematics for Finance
1. Obtain the first order derivatives of the following functions.
2. Find the horizontal tangents of
3. Find the partial derivatives of
4. Find the extreme values of